Correlation Dimension of Fractional Gaussian Noise: New Evidence from Wavelets (Q3191923)

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Correlation Dimension of Fractional Gaussian Noise: New Evidence from Wavelets
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    Correlation Dimension of Fractional Gaussian Noise: New Evidence from Wavelets (English)
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    26 September 2014
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    correlation dimension
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    Grassberger-Procaccia algorithm
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    fractional Gaussian noise
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    wavelets
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    Hölder space
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